The limit distribution of the concave majorant of an empirical distribution function
暂无分享，去创建一个
The limit distribution of the difference between the empirical distribution and its least concave majorant at a fixed point is derived.
[1] F. T. Wright,et al. Order restricted statistical inference , 1988 .
[2] Prakasa Rao. Nonparametric functional estimation , 1983 .
[3] J. Wolfowitz,et al. Asymptotically minimax estimation of concave and convex distribution functions , 1976 .
[4] P. Major,et al. An approximation of partial sums of independent RV'-s, and the sample DF. I , 1975 .
[5] P. Groeneboom. Brownian motion with a parabolic drift and airy functions , 1989 .